Man pages for Tveten/tpca
A function for tailoring PCA to change detection

add_divergenceAdd a statistical divergence function.
change_cor_matDraw a changed correlation matrix
change_cor_mat_tdpcaDraw a changed correlation matrix for use in dynamic TPCA.
pcaPrincipal component analysis
rcor_matGenerate a random correlation matrix
rcor_mat_estGenerate a random correlation matrix estimate
rcov_matGenerate a random covariance matrix
reproduce_tpca_exampleReproduces the figures in Section 2
set_uniform_cdSet a uniform change distribution.
tdpcaTailors the choice of principal components for change...
tpcaTailors the choice of principal components for change...
Tveten/tpca documentation built on May 13, 2019, 9:50 p.m.